+319.4%
NEM vs SIMO
+548.4%
-229.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.1% |
| 7D | +3.1% | +14.5% | -11.5% | +1.8% |
| 30D | +10.0% | +20.4% | -10.4% | +8.0% |
| 3M | +30.9% | +7.1% | +23.8% | +28.8% |
| 6M | +10.5% | +129.2% | -118.7% | +0.9% |
| YTD | +29.7% | +201.9% | -172.2% | +15.1% |
| 1Y | +71.1% | +235.5% | -164.4% | +50.2% |
| 3Y | +252.1% | +463.8% | -211.7% | +193.4% |
| 5Y | +157.7% | +306.7% | -149.0% | +115.8% |
| 10Y | +319.4% | +579.5% | -260.1% | +225.0% |
| All | +319.4% | +548.4% | -229.1% | +225.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling